| O.O.5: Liquidity Facilities |
Liquidity Facilities |
| O.O.6: Retail Mortgage Commitments |
Retail Mortgage Commitments |
| O.O.7: Trade Finance Instruments |
Trade Finance Instruments |
| O.O.8: MTM Impact on Derivative Positions |
MTM Impact on Derivative Positions |
| O.O.9: Loss of Rehypothecation Rights Due to a 1 Notch Downgrade |
Loss of Rehypothecation Rights Due to a 1 Notch Downgrade |
| O.W.18: Free Credits |
Free Credits |
| S.B.1: Regulatory Capital Element |
Regulatory Capital Element |
| S.B.2: Other Liabilities |
Other Liabilities |
| S.B.3: Non-Performing Assets |
Non-Performing Assets |
| S.B.4: Other Assets |
Other Assets |
| S.B.5: Counterparty Netting |
Counterparty Netting |
| S.B.6: Carrying Value Adjustment |
Carrying Value Adjustment |
| S.DC.1: Gross Derivative Asset Values |
Gross Derivative Asset Values |
| S.DC.10: Variation Margin Received |
Variation Margin Received |
| S.DC.11: Derivative CCP Default Fund Contribution |
Derivative CCP Default Fund Contribution |
| S.DC.12: Other CCP Pledges and Contributions |
Other CCP Pledges and Contributions |
| S.DC.13: Collateral Disputes Deliverables |
Collateral Disputes Deliverables |
| S.DC.14: Collateral Disputes Receivables |
Collateral Disputes Receivables |
| S.DC.15: Sleeper Collateral Deliverables |
Sleeper Collateral Deliverables |
| S.DC.16: Required Collateral Deliverables |
Required Collateral Deliverables |
| S.DC.17: Sleeper Collateral Receivables |
Sleeper Collateral Receivables |
| S.DC.18: Derivative Collateral Substitution Risk |
Derivative Collateral Substitution Risk |
| S.DC.19: Derivative Collateral Substitution Capacity |
Derivative Collateral Substitution Capacity |
| S.DC.2: Gross Derivative Liability Values |
Gross Derivative Liability Values |
| S.DC.20: Other Collateral Substitution Risk |
Other Collateral Substitution Risk |